Jan 30, 2017
Volatility Review: A look back at the week from a volatility perspective
- VIX Cash: 10.63
- VVIX: 80, off recent highs.
- VIX Futures: Front month premium to cash: 2.1, two month premium to cash: 3.5
Russell's Weekly Rundown:
- VIX Options: ADV - 580k; Thurs - 638k, Weds - 613k, Tues - 863k, Mon - 427k; VIX Call/Put: 2.5/1
- Earnings season dramatically underwhelming so far.
- Google, MSFT, INTC, PayPal, SBUX
- OIV/OVX - 29.50
- GVZ - 14.74
- TYVIX - 5.65
Volatility Voicemail: Question of the week, plus listeners have their say
Options #QuestionOfTheWeek - Lots of earnings on the horizon. Which company will outperform their earnings straddle by the largest margin?
- Alphabet - $GOOGL
- Microsoft - $MSFT
- Intel - $INTC
- Starbucks - $SBUX
- Question from VolBug - Hi Mark, Can you and the crew give you assessment of SVXY and whether you think it tracks well and what are some of the vulnerabilities? Thank you sir.
Crystal Ball: Your prognostication headquarters
Last week:
- Mark L. - 11.55
- Mark S./Andrew - 12.01
- Russell - 12.34
This week:
- Mark L. - 11.50
- Mark S. - 11.05
- Russell - 12.99
- Bill Luby - 11.78